The first focus of this thesis is to solve a stochastic convex minimization problem over an arbitrary family of nonempty, closed and convex sets. The problem has random features. Gradient or subgradient of objective function ...

With increasing proportion of windpower, an important concern is that of maintaining the reliability of the electric grid in the face of higher supply-side volatility. In this paper, we examine the role of risk-based ...

Stochastic approximation (SA) methods, first proposed by Robbins and Monro in 1951 for root- finding problems, have been widely used in the literature to solve problems arising from stochastic convex optimization, stochastic ...

Strategic objectives in modern discrete-part manufacturing are shifting from the previously sought economies of scale to the so called economies of scope, where emphasis is placed on product variety and customization, as ...

Over the past decade, examples have become the cornerstone of the design process. In essence, designers are no longer developing ideas from scratch, but instead designing through the synthesis of pre-existing design ideas. ...

This dissertation is devoted to high performance numerical methods for option valuation and model calibration in L´evy process and stochastic volatility models. In the first part, a numerical scheme for simulating from an ...

This thesis provides an initial analysis incorporating two different decision fields: aircraft repair and end-of-life electronic product recovery. The relationship between visuals of aircraft damage and user manipulation ...